Tapeab

MU

Gamma exposure levels

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Expected Move

ATM-straddle implied move from delayed quotes — a market-implied range, not a forecast.

NearestJun 12
±$49.27 (±5.4%)
863.47 — 962.01
MonthlyJun 18
±$108.08 (±11.8%)
804.66 — 1,020.82
QuarterlySep 18
±$356.97 (±39.1%)
555.77 — 1,269.71
Spot
912.7
Call Wall
950
Put Wall
900
Zero Gamma
907.5
Net GEX ($M)
-2.6

Gamma exposure by strike ($M, per 1% move)

Call gammaPut gammaSpotNear EM1M EM3M EM
Near EM 962
Near EM 863.5
1M EM 1,020.8
1M EM 804.7
Spot 912.7
1,045
1,040
0.4
1,030
0.3
1,020
0.5
1,010
0.6
1,000
0.4
2.8
990
0.3
0.4
980
0.3
0.8
970
0.5
1.1
960
0.4
0.9
950
1.2
2.8
Call Wall
940
0.9
1.6
930
1.1
1.2
925
0.7
0.5
920
1.6
1.1
915
0.5
0.3
910
0.7
0.7
905
0.6
0.8
900
3.6
2
Put Wall
890
1.5
0.4
880
1
0.3
870
0.7
0.2
860
1
850
1.7
0.4
840
0.6
830
0.3
820
0.4
810
0.4
800
1.2
790
0.9
780